Curve tools: is there an add-on to join overlapping curves?
There is no function that does this. If there were it would be Merge (AltM) as can be done with vertices in a mesh object. Ideally this command should be coded into Blender natively without needing an add-on as it's such a minor operation. It would only be possible with two open-ended points though, and maybe that's the reason it hasn't been included thus far. 

I suppose having an error message appear at the top of the screen when the points are not open-ended is one approach; another is breaking an existing segment in favor of forming the new one.